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Performance
^ASCX Performance Chart
Amsterdam Small Cap Index (^ASCX) is up 10.1% since the beginning of the year. ^ASCX is currently trading at €1,706 per share. Investors who bought €1,000 worth of ^ASCX shares 5 years ago would now be looking at an investment worth €1,223.
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Returns By Period
Amsterdam Small Cap Index (^ASCX) has returned 10.05% so far this year and 16.42% over the past 12 months. Over the last ten years, ^ASCX has returned 8.17% per year, falling short of the S&P 500 Index benchmark, which averaged 13.56% annually.
Amsterdam Small Cap Index
- 1D
- 0.19%
- 1M
- -2.64%
- YTD
- 10.05%
- 6M
- 11.03%
- 1Y
- 16.42%
- 3Y*
- 10.48%
- 5Y*
- 4.10%
- 10Y*
- 8.17%
Benchmark (S&P 500 Index)
- 1D
- -0.05%
- 1M
- 1.52%
- YTD
- 12.23%
- 6M
- 11.82%
- 1Y
- 26.29%
- 3Y*
- 17.89%
- 5Y*
- 12.96%
- 10Y*
- 13.56%
^ASCX Monthly Returns History
Based on dividend-adjusted daily data since Jun 30, 2000, ^ASCX's average daily return is +0.02%, while the average monthly return is +0.53%. At this rate, an investment would double in approximately 10.9 years.
Historically, 61% of months were positive and 39% were negative. The best month was Nov 2020 with a return of +21.2%, while the worst month was Mar 2020 at -30.5%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 6 months.
On a daily basis, ^ASCX closed higher 53% of trading days. The best single day was Oct 13, 2008 with a return of +7.8%, while the worst single day was Mar 12, 2020 at -11.5%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 6.26% | 1.62% | -4.27% | 3.26% | 5.09% | -1.90% | 10.05% | ||||||
| 2025 | 1.67% | 8.54% | -2.40% | 2.22% | 9.46% | -0.98% | -0.58% | 3.04% | 4.03% | -4.12% | 0.95% | 0.14% | 23.27% |
| 2024 | 0.11% | 1.52% | 1.06% | -3.29% | 4.64% | -3.46% | 3.55% | -2.96% | 2.78% | -2.76% | 1.58% | 2.53% | 4.96% |
| 2023 | 9.09% | 0.43% | -0.40% | -2.15% | -1.73% | -0.06% | 6.92% | -1.87% | -3.71% | -6.28% | 1.34% | 0.13% | 0.76% |
| 2022 | 1.83% | -4.56% | 6.60% | -2.99% | -0.17% | -9.60% | 2.86% | -1.63% | -9.22% | 2.32% | 4.12% | -3.86% | -14.65% |
| 2021 | 3.37% | 3.96% | 7.26% | 1.28% | 2.75% | -1.22% | 0.26% | 3.13% | -4.59% | -1.45% | -3.41% | 8.46% | 20.68% |
Benchmark Metrics
Amsterdam Small Cap Index has an annualized alpha of 0.34%, beta of 0.36, and R2 of 0.18 versus S&P 500 Index. Calculated based on daily prices since June 30, 2000.
- This index participated in 80.67% of S&P 500 Index downside but only 54.75% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.36 may look defensive, but with R2 of 0.18 this index is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this index's risk.
- R2 of 0.18 means this index moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- 0.34%
- Beta
- 0.36
- R²
- 0.18
- Upside Capture
- 54.75%
- Downside Capture
- 80.67%
Return for Risk
Risk / Return Rank
^ASCX ranks 32 for risk / return — below 32% of indices on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Amsterdam Small Cap Index (^ASCX) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ^ASCX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.27 | ||
| Sortino ratioReturn per unit of downside risk | -1.45 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.39 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | 1.33 | 3.49 | -2.16 |
| Martin ratioReturn relative to average drawdown | 3.38 | 12.93 | -9.54 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Amsterdam Small Cap Index. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Amsterdam Small Cap Index was 68.24%, occurring on Mar 9, 2009. Recovery took 2030 trading sessions.
The current Amsterdam Small Cap Index drawdown is 4.16%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Financial crisis2007–2009 | -68.24%Mar 2009 | 1y 7mo | 7y 10mo | 9y 6moJul 2007 - Jan 2017 |
2003 bear market2003 | -64.41%Mar 2003 | 2y 8mo | 3y 3d | 5y 8moJun 2000 - Mar 2006 |
COVID crash2020 | -44.79%Mar 2020 | 1y 9mo | 8mo 25d | 2y 5moJun 2018 - Dec 2020 |
Bear market2022 | -23.58%Oct 2022 | 8mo 3d | 2y 7mo | 3y 3moFeb 2022 - May 2025 |
2006 correction2006 | -14.99%Jun 2006 | 1mo 3d | 6mo 1d | 7mo 4dMay 2006 - Dec 2006 |
Drawdown Indicators
| ^ASCX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.24% | -51.62% | -16.62% |
Max Drawdown (1Y)Largest decline over 1 year | -8.90% | -7.57% | -1.33% |
Max Drawdown (3Y)Largest decline over 3 years | -14.68% | -23.99% | +9.31% |
Max Drawdown (5Y)Largest decline over 5 years | -23.58% | -23.99% | +0.41% |
Max Drawdown (10Y)Largest decline over 10 years | -44.79% | -33.42% | -11.37% |
Current DrawdownCurrent decline from peak | -4.16% | -0.05% | -4.11% |
Average DrawdownAverage peak-to-trough decline | -25.14% | -9.08% | -16.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.52% | 2.04% | +1.48% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Build a portfolio with ^ASCX
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